From: Spencer Graves <spencer.graves_at_pdf.com>

Date: Sun 22 Jan 2006 - 18:15:42 EST

(AG.%*%1:4)

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sun Jan 22 18:28:25 2006

Date: Sun 22 Jan 2006 - 18:15:42 EST

I've never used "numericDeriv" before, but from reading the documentation and working throught the example, a little thought led me to the following example:

f <- function(g., A){

A %*% g.

}

g <- function(x1, x2, x3, x4, G){

G %*%c(x1, x2, x3, x4)

}

env234 <- new.env()

A <- array(1:6, dim=c(2,3))

G <- array(1:12, dim=c(3,4))

assign("A", A, env=env234) assign("G", G, env=env234) assign("x1", 1., env=env234) assign("x2", 2., env=env234) assign("x3", 3., env=env234) assign("x4", 4., env=env234) (AG <- numericDeriv(quote(f(g(x1, x2, x3, x4, G), A)), c("x1", "x2", "x3", "x4"), env234))(AG. <- A%*%G)

(AG.%*%1:4)

This seemed to work for me and give me the correct answer. If this is not enough, RSiteSearch("numericDeriv") gave me 115 hits; many of these are not relevant to your question, but I would expect that some might be.

hope this helps. spencer graves

Seth Pruitt wrote:

> R Help List --

*>
**> I have defined two time-series-vector-valued-functions, let them be f and g,
**> and want to find the numeric derivative of f with respect to the variable x
**> where f depends on x through g:
**> (d/dx)(f (g(x) )
**>
**> Moreover, x is a vector
**>
**> I tried this out the long way (naming every element of the x vector and then
**> making the 'theta' argument in numericDeriv() the character vector of all
**> these names) and the result is just one time series vector; I was hoping for
**> a matrix. Also weirdly, if I instead make theta equal to just one of the
**> named elements of x, I get the same time series vector; the same happens for
**> any subset of the named elements
**>
**> My call to numericDeriv looks like this (vphi acts as x,
**> swz.kalman.vectoracts as g,
**> decision.ts.vector acts as f):
**>
**> ***
**> numericDeriv(
**> expr = decision.ts.vector(
**> a = swz.kalman.vector(
**> zeta1=zeta[1], u = Phi$u, phi = Phi$Phi,
**> vphi =
**> c(varphi1,varphi2,varphi3,varphi4,varphi5,varphi6,varphi7,varphi8,varphi9,varphi10,
**>
**> varphi11,varphi12,varphi13,varphi14,varphi15,varphi16,varphi17,varphi18,varphi19,
**>
**> varphi20,varphi21,varphi22,varphi23,varphi24,varphi25,varphi26,varphi27,varphi28,
**>
**> varphi29,varphi30,varphi31,varphi32,varphi33,varphi34,varphi35,varphi36,varphi37,
**> varphi38,varphi39,varphi40,varphi41,varphi42),
**> alpha.prior = specs$alpha.prior
**> ),
**> phi = Phi$Phi, lambda = specs$lambda, delta = specs$delta, pi.star =
**> specs$pi.star, u.2star = specs$u.2star
**> ),
**> theta =
**> c("varphi1","varphi2","varphi3","varphi4","varphi5","varphi6","varphi7","varphi8","varphi9","varphi10",
**>
**> "varphi11","varphi12","varphi13","varphi14","varphi15","varphi16","varphi17","varphi18","varphi19",
**>
**> "varphi20","varphi21","varphi22","varphi23","varphi24","varphi25","varphi26","varphi27","varphi28",
**>
**> "varphi29","varphi30","varphi31","varphi32","varphi33","varphi34","varphi35","varphi36","varphi37",
**> "varphi38","varphi39","varphi40","varphi41","varphi42")
**> );
**> ***
**>
**> As you can see, it includes some calls to other objects that are lying
**> around. Maybe from this email someone can tell me my mistake with how I've
**> called things; otherwise, I'm happy to send along the .R files to whomever
**> is so kind as offer guidance.
**>
**> I appreciate your time,
**> Seth
**>
**> --
**> Seth Pruitt
**> Department of Economics
**> University of California, San Diego
**> sjpruitt@ucsd.edu
**> http://dss.ucsd.edu/~sjpruitt
**>
**> [[alternative HTML version deleted]]
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sun Jan 22 18:28:25 2006

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